+209.8%
RSP vs XLI
+250.3%
-40.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | +0.3% |
| 7D | -1.8% | -0.6% | -1.2% | -1.3% |
| 30D | -2.5% | -6.9% | +4.4% | +3.5% |
| 3M | +3.0% | -1.9% | +4.9% | +4.3% |
| 6M | +8.9% | +1.0% | +7.9% | +7.1% |
| YTD | +13.0% | +11.3% | +1.6% | +1.9% |
| 1Y | +16.2% | +15.8% | +0.4% | +1.2% |
| 3Y | +52.7% | +69.8% | -17.1% | -5.5% |
| 5Y | +50.5% | +80.9% | -30.4% | -12.0% |
| 10Y | +209.8% | +257.2% | -47.4% | +1.7% |
| All | +209.8% | +250.3% | -40.5% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded XLI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling